Multifactor Portfolio Weighting Models for the Consumer Discretionary Sector: An Empirical Analysis of Portfolio Returns, 2009-2021

Authors

Presenter(s)

Daniel Collins Montgomery, Paul Baraka Waweru

Comments

Presentation: 9:00 a.m.-10:15 a.m., Kennedy Union Ballroom

Files

Description

Discretionary Sector with consumer spending the "state " economic variable and revenue per shareand gross operating profit per share the principal factor loadings. We test the hypothesis that our portfolio weighting models outperform the market over the period 2009-2021.

Publication Date

4-20-2022

Project Designation

Independent Research

Primary Advisor

Tony S. Caporale, Robert D. Dean

Primary Advisor's Department

Economics and Finance

Keywords

Stander Symposium project, School of Business Administration

United Nations Sustainable Development Goals

Quality Education

Recommended Citation

"Multifactor Portfolio Weighting Models for the Consumer Discretionary Sector: An Empirical Analysis of Portfolio Returns, 2009-2021" (2022). Stander Symposium Projects. 2660.
https://ecommons.udayton.edu/stander_posters/2660